Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 704,220 CHF | 141,844 CHF | 99.27% | 99.27% |
15/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 713,769 CHF | 143,754 CHF | 99.07% | 99.07% |
14/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 707,056 CHF | 142,411 CHF | 99.27% | 99.27% |
13/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 716,508 CHF | 144,302 CHF | 98.47% | 98.47% |
10/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 722,531 CHF | 145,506 CHF | 99.27% | 99.27% |
08/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 729,377 CHF | 146,875 CHF | 99.27% | 99.27% |
07/05/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 734,123 CHF | 147,825 CHF | 99.27% | 99.27% |
06/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 729,684 CHF | 146,937 CHF | 99.27% | 99.27% |
03/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 718,091 CHF | 144,618 CHF | 99.17% | 99.17% |
02/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 742,749 CHF | 149,550 CHF | 99.27% | 99.27% |